更新時間: 2020年1月17日 PM 4:28:20
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/11/19 16.850% 26893.73 17.772% 17.882% -1.032% 17.882% -1.032%
29/11/19 17.770% 26346.49 18.969% 18.174% -0.404% 22.802% -5.032%
02/12/19 17.040% 26444.72 18.488% 18.246% -1.206% 22.443% -5.403%
03/12/19 16.710% 26391.30 18.479% 18.331% -1.621% 22.396% -5.686%
04/12/19 17.400% 26062.56 18.751% 18.492% -1.092% 22.441% -5.041%
05/12/19 16.060% 26217.04 19.015% 18.740% -2.680% 22.588% -6.528%
06/12/19 16.060% 26498.37 19.261% 18.799% -2.739% 22.505% -6.445%
09/12/19 16.000% 26494.73 16.556% 18.412% -2.412% 21.588% -5.588%
10/12/19 16.030% 26436.62 16.494% 18.015% -1.985% 20.975% -4.945%
11/12/19 15.900% 26645.43 15.381% 17.341% -1.441% 20.048% -4.148%
12/12/19 15.880% 26994.14 15.664% 16.671% -0.791% 19.136% -3.256%
13/12/19 15.510% 27687.76 17.696% 16.358% -0.848% 18.642% -3.132%
16/12/19 14.620% 27508.09 17.263% 16.500% -1.880% 18.397% -3.777%
17/12/19 14.250% 27843.71 16.872% 16.575% -2.325% 18.345% -4.095%
18/12/19 14.160% 27884.21 16.614% 16.822% -2.662% 18.480% -4.320%
19/12/19 13.730% 27800.49 15.804% 16.850% -3.120% 18.372% -4.642%
20/12/19 13.660% 27871.35 15.702% 16.451% -2.791% 17.802% -4.142%
23/12/19 12.930% 27906.41 14.786% 15.955% -3.025% 16.873% -3.943%
24/12/19 13.180% 27864.21 14.788% 15.539% -2.359% 16.304% -3.124%
27/12/19 14.660% 28225.42 15.268% 15.270% -0.610% 15.646% -0.986%
30/12/19 15.070% 28319.39 15.249% 15.159% -0.089% 15.159% -0.089%
31/12/19 15.610% 28189.75 13.898% 14.798% +0.812% 18.444% -2.834%
02/01/20 15.130% 28543.52 14.091% 14.659% +0.471% 18.030% -2.900%
03/01/20 15.860% 28451.50 14.314% 14.564% +1.296% 17.794% -1.934%
06/01/20 16.620% 28226.19 14.549% 14.420% +2.200% 17.263% -0.643%
07/01/20 16.040% 28322.06 14.189% 14.208% +1.832% 16.892% -0.852%
08/01/20 16.810% 28087.92 14.013% 14.231% +2.579% 16.803% +0.007%
09/01/20 15.310% 28561.00 14.768% 14.367% +0.943% 16.845% -1.535%
10/01/20 15.030% 28638.20 14.771% 14.458% +0.572% 16.833% -1.803%
13/01/20 15.430% 28954.94 14.714% 14.491% +0.939% 16.515% -1.085%
14/01/20 15.540% 28885.14 14.246% 14.503% +1.037% 16.409% -0.869%
15/01/20 15.310% 28773.59 11.808% 14.062% +1.248% 15.794% -0.484%
16/01/20 14.980% 28883.04 11.458% 13.400% +1.580% 14.940% +0.040%
17/01/20 14.440% 29056.42 10.870% 12.619% +1.821% 13.967% +0.473%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/11/19 16.670% 10561.87 16.802% 16.856% -0.186% 16.856% -0.186%
29/11/19 17.820% 10301.82 18.654% 17.232% +0.588% 21.619% -3.799%
02/12/19 17.280% 10363.91 18.130% 17.455% -0.175% 21.469% -4.189%
03/12/19 17.270% 10355.92 18.114% 17.685% -0.415% 21.607% -4.337%
04/12/19 17.790% 10254.09 18.206% 17.982% -0.192% 21.822% -4.032%
05/12/19 16.340% 10321.83 18.481% 18.317% -1.977% 22.079% -5.739%
06/12/19 16.580% 10407.18 18.697% 18.326% -1.746% 21.938% -5.358%
09/12/19 16.580% 10408.05 16.284% 17.957% -1.377% 21.054% -4.474%
10/12/19 16.420% 10395.27 16.122% 17.558% -1.138% 20.442% -4.022%
11/12/19 16.620% 10502.53 15.489% 17.015% -0.395% 19.670% -3.050%
12/12/19 16.640% 10614.76 15.618% 16.442% +0.198% 18.873% -2.233%
13/12/19 16.530% 10838.11 17.036% 16.110% +0.420% 18.359% -1.829%
16/12/19 15.330% 10778.89 16.597% 16.172% -0.842% 18.032% -2.702%
17/12/19 15.170% 10964.99 16.980% 16.344% -1.174% 18.089% -2.919%
18/12/19 15.240% 11024.66 16.781% 16.603% -1.363% 18.239% -2.999%
19/12/19 14.970% 10985.89 15.949% 16.669% -1.699% 18.175% -3.205%
20/12/19 14.740% 11030.23 15.851% 16.432% -1.692% 17.781% -3.041%
23/12/19 14.200% 11052.68 15.315% 16.175% -1.975% 17.105% -2.905%
24/12/19 14.470% 11035.98 15.357% 15.851% -1.381% 16.632% -2.162%
27/12/19 16.180% 11194.55 15.919% 15.678% +0.502% 16.064% +0.116%
30/12/19 16.110% 11225.31 15.789% 15.646% +0.464% 15.646% +0.464%
31/12/19 16.410% 11168.06 13.748% 15.226% +1.184% 18.977% -2.567%
02/01/20 16.460% 11320.56 13.831% 14.929% +1.531% 18.362% -1.902%
03/01/20 17.010% 11253.55 14.289% 14.715% +2.295% 17.978% -0.968%
06/01/20 17.570% 11165.41 14.727% 14.477% +3.093% 17.330% +0.240%
07/01/20 16.990% 11198.75 14.331% 14.185% +2.805% 16.865% +0.125%
08/01/20 17.780% 11079.79 14.694% 14.374% +3.406% 16.972% +0.808%
09/01/20 16.330% 11281.26 15.531% 14.714% +1.616% 17.252% -0.922%
10/01/20 16.070% 11267.48 15.646% 14.986% +1.084% 17.448% -1.378%
13/01/20 16.580% 11396.76 15.423% 15.125% +1.455% 17.237% -0.657%
14/01/20 16.890% 11355.37 15.229% 15.305% +1.585% 17.316% -0.426%
15/01/20 16.620% 11295.47 13.879% 15.142% +1.478% 17.007% -0.387%
16/01/20 16.370% 11328.38 13.679% 14.771% +1.599% 16.470% -0.100%
17/01/20 15.700% 11419.91 12.611% 14.164% +1.536% 15.677% +0.023%